+61.4%
AMAT vs DLR
+11.0%
+50.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.8% | -4.7% |
| 7D | -11.2% | +2.8% | -14.0% | -12.6% |
| 30D | -31.9% | +2.8% | -34.7% | -32.9% |
| 3M | -32.3% | -4.0% | -28.4% | -30.9% |
| 6M | -5.4% | -5.6% | +0.2% | -1.0% |
| YTD | +44.3% | +21.9% | +22.3% | +25.6% |
| 1Y | +61.4% | +13.0% | +48.3% | +42.6% |
| All | +61.4% | +11.0% | +50.4% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling